Archive

ASR eyes €8bn of Dutch PRT business in next four years

Estimates 40pp increase in solvency ratio from measures including internal model

The end of the road for matching adjustment reforms

The long journey to update the UK's version of the Solvency II matching adjustment is finally complete. Nick Ford summarises the implications of the changes and what's in store for life insurers

Solvency UK reform expected to impact insurers' model governance most

Results from Grant Thornton's 2024 general insurance capital modelling survey

How many insurers have Solvency II internal models?

David Walker and Christopher Cundy set about finding the answer in the EEA and UK markets

Ten steps to help win an InsuranceERM Award

PRA finalises internal model and threshold changes to Solvency UK

Changes include clarifications on use of capital add-ons, and a higher threshold for applying solvency regime

Eiopa's internal model diversification study finds "sizeable" differences in capital impacts

The authority analysed outputs from nearly 100 internal models

Eiopa internal models study finds problems with premium risk modelling

EU watchdog compared how 75 insurers' models treat non-life underwriting risk

General insurers "too optimistic" in internal models, says UK regulator

Prudential Regulation Authority announces findings from thematic review

Backtesting the Solvency II SCR: surprising findings and risk management implications

Ralf Korn and Gerhard Stahl discuss their novel investigation into the quality of Solvency II capital models and reveal a simple but powerful method for challenging model complexity